Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$197M |
| 2 |
VanEck Junior Gold Miners ETF
GDXJ
|
+$161M |
| 3 |
Rio Tinto
RIO
|
+$105M |
| 4 |
WisdomTree Europe Hedged Equity Fund
HEDJ
|
+$90.7M |
| 5 |
UN
Unilever NV New York Registry Shares
UN
|
+$61.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$307M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$91.1M |
| 3 |
Amazon
AMZN
|
+$66.1M |
| 4 |
XIV
VelocityShares Daily Inverse VIX Short Term ETN
XIV
|
+$61.6M |
| 5 |
Walmart Inc
WMT
|
+$50.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.97% |
| 2 | Communication Services | 2.79% |
| 3 | Technology | 2.46% |
| 4 | Financials | 2.21% |
| 5 | Healthcare | 1.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MOMO
851
CALL
Hello Group
MOMO
$869M
| $4.43M | 0.02% |
120,000
+74,100
| +161% | +$2.84M |
|
|
PVG
852
DELISTED
PRETIUM RESOURCES INC.
PVG
| $4.42M | 0.02% |
459,577
+415,890
| +952% | +$4M |
|
853
TripAdvisor
TRIP
$1.74B
| $4.42M | 0.02% |
115,608
+110,418
| +2,128% | +$4.57M |
|
854
PUT
Morgan Stanley
MS
$333B
| $4.4M | 0.02% |
98,700
-85,600
| -46% | -$3.69M |
|
855
ServiceNow
NOW
$114B
| $4.39M | 0.02% |
207,325
+153,925
| +288% | +$3.02M |
|
856
iShares 10-20 Year Treasury Bond ETF
TLH
$11.1B
| $4.38M | 0.02% |
32,126
-100,316
| -76% | -$13.7M |
|
857
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$390M
| $4.37M | 0.02% |
47,072
-23,144
| -33% | -$2.43M |
|
|
OA
858
CALL
DELISTED
Orbital ATK, Inc.
OA
| $4.35M | 0.02% |
+44,200
| New | +$4.36M |
|
859
CALL
Paycom
PAYC
$7.54B
| $4.34M | 0.02% |
+63,500
| New | +$4.08M |
|
|
PXD
860
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.34M | 0.02% |
27,200
-22,100
| -45% | -$3.78M |
|
861
iShares MSCI Canada ETF
EWC
$6.18B
| $4.33M | 0.02% |
+161,736
| New | +$4.28M |
|
|
HOUS
862
CALL
DELISTED
Anywhere Real Estate
HOUS
| $4.33M | 0.02% |
+133,300
| New | +$4.03M |
|
863
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$503M
| $4.32M | 0.02% |
45,260
+41,402
| +1,073% | +$3.92M |
|
864
CALL
Equity Lifestyle Properties
ELS
$12.8B
| $4.32M | 0.02% |
100,000
| – | – |
|
865
First Trust RiverFront Dynamic Emerging Markets ETF
RFEM
$76.8M
| $4.31M | 0.02% |
69,210
+34,932
| +102% | +$2.15M |
|
866
iShares US Treasury Bond ETF
GOVT
$43.9B
| $4.3M | 0.02% |
170,399
-168,022
| -50% | -$4.24M |
|
|
POT
867
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $4.3M | 0.02% |
263,900
-39,600
| -13% | -$655K |
|
868
PUT
Enbridge
ENB
$121B
| $4.3M | 0.02% |
+108,000
| New | +$4.35M |
|
869
MGM Resorts International
MGM
$11.8B
| $4.3M | 0.02% |
137,394
-188,227
| -58% | -$5.82M |
|
870
PUT
ProShares Ultra Russell2000
UWM
$249M
| $4.29M | 0.02% |
142,800
-105,200
| -42% | -$3.06M |
|
|
EEP
871
DELISTED
Enbridge Energy Partners
EEP
| $4.29M | 0.02% |
268,346
+186,758
| +229% | +$3.24M |
|
872
Berkshire Hathaway Class B
BRK.B
$1.11T
| $4.29M | 0.02% |
25,302
+13,137
| +108% | +$2.19M |
|
873
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
| $4.29M | 0.02% |
139,838
-44,865
| -24% | -$1.37M |
|
874
Televisa
TV
$1.47B
| $4.26M | 0.01% |
+174,805
| New | +$4.34M |
|
|
RAI
875
DELISTED
Reynolds American Inc
RAI
| $4.24M | 0.01% |
65,141
+45,458
| +231% | +$2.97M |
|
Similar funds
Jane Street's Q2 2017 Portfolio in Review
As of Q2 2017, Jane Street held 5,342 positions worth $28.5B, up 27% from $22.5B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Jane Street deployed $5.3B of net new capital in Q2 2017, opening 1,293 new positions and adding to 1,546 existing holdings. Its largest new stake was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,648,258 shares worth $199M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 3% of assets, up from 3% a quarter earlier, followed by Communication Services and Technology.
On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $307M trimmed.
- Jane Street's largest Q2 2017 buy was iShares iBoxx $ Investment Grade Corporate Bond ETF: 1,648,258 shares worth $199M.
- Jane Street added most to VanEck Junior Gold Miners ETF in Q2 2017, an estimated $161M increase.
- Jane Street's biggest Q2 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $307M.
- Jane Street fully exited iShares MSCI EAFE Value ETF in Q2 2017, selling an estimated $48.6M.
- Jane Street's ten largest holdings make up 14% of its $28.5B portfolio in Q2 2017.
- Jane Street opened 1,293 new positions and closed 1,078 in Q2 2017.
- Jane Street's portfolio value rose 27% quarter-over-quarter to $28.5B.
Based on Jane Street's 13F filing for Q2 2017, filed 14 Aug 2017.